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This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Cong Li , Qingchen Liu , Zhehua Zhou , Martin Buss , Fangzhou Liu

This paper provides an approximate online adaptive solution to the infinite-horizon optimal tracking problem for control-affine continuous-time nonlinear systems with unknown drift dynamics. Model-based reinforcement learning is used to…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Lindsey Andrews , Patrick Walters , Warren E. Dixon

Model-based reinforcement learning techniques accelerate the learning task by employing a transition model to make predictions. In this paper, a model-based learning approach is presented that iteratively computes the optimal value function…

Optimization and Control · Mathematics 2020-10-22 Milad Farsi , Jun Liu

This paper presents an iterative data-driven algorithm for solving dynamic multi-objective (MO) optimal control problems arising in control of nonlinear continuous-time systems. It is first shown that the Hamiltonian functional…

Systems and Control · Electrical Eng. & Systems 2021-01-26 Majid Mazouchi , Yongliang Yang , Hamidreza Modares

This paper studies optimal consensus tracking problem of heterogeneous linear multi-agent systems. By introducing tracking error dynamics, the optimal tracking problem is reformulated as finding a Nash-equilibrium solution of a multi-player…

Optimization and Control · Mathematics 2019-05-21 Jilie Zhang , Zhanshan Wang , Hongwei Zhang

This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy…

Systems and Control · Electrical Eng. & Systems 2021-12-07 Bo Pang , Zhong-Ping Jiang

Continuous-time stochastic processes underlie many natural and engineered systems. In healthcare, autonomous driving, and industrial control, direct interaction with the environment is often unsafe or impractical, motivating offline…

Machine Learning · Statistics 2025-11-14 Nicolas Hoischen , Petar Bevanda , Max Beier , Stefan Sosnowski , Boris Houska , Sandra Hirche

This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve finite-horizon optimal control problems in mixed-logical dynamical systems efficiently. Optimization-based control of such…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Caio Fabio Oliveira da Silva , Azita Dabiri , Bart De Schutter

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…

General Economics · Economics 2024-12-09 Xianhua Peng , Steven Kou , Lekang Zhang

This paper is concerned with optimal control problems for control systems in continuous time, and interacting particle system methods designed to construct approximate control solutions. Particular attention is given to the linear quadratic…

Systems and Control · Electrical Eng. & Systems 2022-07-11 Anant Joshi , Amirhossein Taghvaei , Prashant G. Mehta , Sean P. Meyn

The framework of deep operator network (DeepONet) has been widely exploited thanks to its capability of solving high dimensional partial differential equations. In this paper, we incorporate DeepONet with a recently developed policy…

Optimization and Control · Mathematics 2024-06-18 Jae Yong Lee , Yeoneung Kim

H{\infty} control of nonlinear continuous-time system depends on the solution of the Hamilton-Jacobi-Isaacs (HJI) equation, which has been proved impossible to obtain a closed-form solution due to the nonlinearity of HJI equation. In order…

Systems and Control · Electrical Eng. & Systems 2024-03-20 Qi Wang

We devise a control-theoretic reinforcement learning approach to support direct learning of the optimal policy. We establish various theoretical properties of our approach, such as convergence and optimality of our analog of the Bellman…

Machine Learning · Computer Science 2026-04-01 Weiqin Chen , Mark S. Squillante , Chai Wah Wu , Santiago Paternain

The field of quickest change detection (QCD) focuses on the design and analysis of online algorithms that estimate the time at which a significant event occurs. In this paper, design and analysis are cast in a Bayesian framework, where QCD…

Optimization and Control · Mathematics 2025-12-30 Austin Cooper , Sean Meyn

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong

In this paper, we present a novel method for computing the optimal feedback gain of the infinite-horizon Linear Quadratic Regulator (LQR) problem via an ordinary differential equation. We introduce a novel continuous-time Bellman error,…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Albertus Johannes Malan , Sören Hohmann

In this paper, a deep reinforcement learning based method is proposed to obtain optimal policies for optimal infinite-horizon control of probabilistic Boolean control networks (PBCNs). Compared with the existing literatures, the proposed…

Systems and Control · Electrical Eng. & Systems 2023-04-10 Jingjie Ni , Fangfei Li , Zheng-Guang Wu

Q-learning is a promising method for solving optimal control problems for uncertain systems without the explicit need for system identification. However, approaches for continuous-time Q-learning have limited provable safety guarantees,…

Systems and Control · Electrical Eng. & Systems 2024-01-30 Soutrik Bandyopadhyay , Shubhendu Bhasin

As autonomous robots move into complex, dynamic real-world environments, they must learn to navigate safely in real time, yet anticipating all possible behaviors is infeasible. We propose a composable, model-free reinforcement learning…

Robotics · Computer Science 2026-02-16 Xinhuan Sang , Abdelrahman Abdelgawad , Roberto Tron